Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 0.195808 0.209554 0.224167 0.240921 0.259679 0.280129 0.304238
2026-02-08 0.175710 0.193496 0.213270 0.237081 0.265236 0.297808 0.338852
2026-02-15 0.166337 0.187402 0.211692 0.242161 0.279932 0.326021 0.387837
2026-02-22 0.155979 0.178787 0.205829 0.240855 0.285956 0.343483 0.424918
2026-03-01 0.147053 0.170934 0.199904 0.238448 0.289722 0.357723 0.458834
2026-03-08 0.138629 0.162973 0.193057 0.233981 0.289933 0.366676 0.485873
2026-03-15 0.131829 0.156534 0.187575 0.230654 0.291053 0.376548 0.515045
2026-03-22 0.128564 0.154333 0.187305 0.234099 0.301608 0.400723 0.569564
2026-03-29 0.127320 0.154604 0.190194 0.241930 0.318944 0.436752 0.649519
2026-04-05 0.122692 0.150114 0.186343 0.239865 0.321257 0.449379 0.690726
2026-04-12 0.119674 0.147607 0.185018 0.241259 0.328820 0.471146 0.752591
2026-04-19 0.114151 0.141442 0.178280 0.234222 0.322517 0.468794 0.766719
2026-04-26 0.108650 0.135230 0.171384 0.226835 0.315557 0.465380 0.779906
2026-05-03 0.104961 0.131378 0.167662 0.224020 0.315790 0.474683 0.822004
2026-05-10 0.103876 0.131090 0.169000 0.228995 0.329281 0.509653 0.929816
2026-05-17 0.101131 0.128337 0.166602 0.227940 0.332361 0.525325 0.996379
2026-05-24 0.098268 0.125301 0.163641 0.225791 0.333311 0.536875 1.055701
2026-05-31 0.095062 0.121660 0.159627 0.221710 0.330476 0.540407 1.094594
2026-06-07 0.092316 0.118595 0.156355 0.218658 0.329261 0.547133 1.144586
2026-06-14 0.091331 0.118050 0.156856 0.221836 0.339731 0.580056 1.284042
2026-06-21 0.091379 0.119009 0.159676 0.229043 0.358442 0.634275 1.518823
2026-06-28 0.089247 0.116656 0.157260 0.227146 0.359313 0.647476 1.616695
2026-07-05 0.087961 0.115524 0.156703 0.228429 0.366583 0.677157 1.794191